A key determinant of commodity price Co-movement : the role of daily market liquidity

Yongmin Zhang, Shusheng Ding, Eric M. Scheffel

Year of publication:	2019
Authors:	Zhang, Yongmin ; Ding, Shusheng ; Scheffel, Eric M.
Published in:	Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 170-180
Subject:	Monetary policy \| Commodity price Co-Movement \| Granger test \| Liquidity commonality \| Rohstoffpreis \| Commodity price \| Geldpolitik \| Liquidität \| Liquidity \| Theorie \| Theory \| Marktliquidität \| Market liquidity \| Schätzung \| Estimation \| Rohstoffmarkt \| Commodity market \| Welt \| World

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